-42.9%
ACN vs SMTC
+110.0%
-152.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.0% | -14.1% | -4.7% |
| 7D | -4.8% | +22.9% | -27.8% | -6.1% |
| 30D | +1.9% | +16.6% | -14.8% | +0.5% |
| 3M | +3.9% | +2.4% | +1.5% | +2.7% |
| 6M | -15.0% | +98.3% | -113.3% | -23.3% |
| YTD | -31.9% | +120.7% | -152.6% | -39.6% |
| 1Y | -28.5% | +168.3% | -196.8% | -38.7% |
| 3Y | -41.9% | +571.7% | -613.6% | -61.9% |
| 5Y | -42.9% | +114.0% | -156.9% | -49.3% |
| All | -42.9% | +110.0% | -152.9% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling